-49.5%
ORCL vs SPXS
-30.2%
-19.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.9% | +2.9% | -5.6% |
| 7D | -14.4% | +2.2% | -16.6% | -12.6% |
| 30D | -12.8% | +3.8% | -16.6% | -9.3% |
| 3M | -14.8% | +3.3% | -18.1% | -10.7% |
| 6M | -30.9% | -16.7% | -14.2% | -34.5% |
| YTD | -35.7% | -28.5% | -7.1% | -42.3% |
| 1Y | -49.5% | -30.4% | -19.0% | -55.1% |
| All | -49.5% | -30.2% | -19.3% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SPXS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling